+34.9%
PLD vs MOS
-26.7%
+61.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.6% |
| 7D | +0.4% | +22.5% | -22.1% | -2.8% |
| 30D | -0.1% | +6.6% | -6.7% | -1.3% |
| 3M | -7.9% | -3.8% | -4.1% | -7.8% |
| 6M | -7.0% | -2.2% | -4.8% | -7.4% |
| YTD | +3.1% | -4.8% | +7.8% | +1.4% |
| 1Y | +7.1% | -11.7% | +18.8% | +6.9% |
| All | +34.9% | -26.7% | +61.6% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling